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In this final project we will discuss about the application of stochastic optimal control theory in finance. The application is determining optimal portfolio for an investor that invest his money on two different assets. The two different assets are risk-free asset and risky asset. The optimal portf...
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| 格式: | Final Project |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/9267 |
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